TG39 - 0 1/8% Index-linked Treasury Gilt 2039
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £53.073 | Carry: | £0.188 |
|---|---|---|---|---|
| mark-to-model | £53.073 | Rolldown: | £0.040 | |
| End Dirty Price: | mark-to-market | £51.990 | Variation: | £-1.318 |
| mark-to-model | £51.990 | Unexplained: | £0.007 |